Anti-PD-1/PD-L1 therapy indications are broadened in non-small cell lung cancer (NSCLC) although immune checkpoint inhibitors (ICI) do not provide benefits for the entire population. Texture features based on positron emission tomography/computed tomography (PET/CT), especially entropy (based on a gray-level co-occurrence matrix (GLCM)), could be interesting as predictors in NSCLC. The aim of our retrospective study was to evaluate the association between GLCM-entropy and response to anti-PD-1/PD-L1 monotherapy at the first evaluation in stage III or IV NSCLC, comparing patients with progressive disease (PD) and non-progressive disease (non-PD). In total, 47 patients were included. Response Evaluation Criteria in Solid Tumors (RECIST 1.1) were used to evaluate the response to ICI treatment (nivolumab, pembrolizumab, or atezolizumab). At the first evaluation, 25 patients were PD and 22 were non-PD. GLCM-entropy was not predictive of response at the first evaluation. Furthermore, GLCM-entropy was not associated with progression-free survival (PFS) (p = 0.393) or overall survival (OS) (p = 0.220). Finally, GLCM-entropy measured in PET/CT performed before ICI initiation in stage III or IV NSCLC was not predictive of response at the first evaluation. However, this study demonstrates the feasibility of using texture parameters in routine clinical practice. The interest of measuring PET/CT texture parameters in NSCLC remains to be evaluated in larger prospective studies.